RInvestments / sun-dance
Crawling, Parsing, Mongo Insertion of financial data for value investing
☆22Updated 7 years ago
Alternatives and similar repositories for sun-dance:
Users that are interested in sun-dance are comparing it to the libraries listed below
- Predict the change in closing price from one trading day to the next into one of four bands for any stock using technical indicators and …☆25Updated 2 years ago
- Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.☆43Updated 2 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- HFTrader is fully automated high frequency trading system☆93Updated 12 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- Neural Network for HFT-trading [experimental]☆86Updated 4 years ago
- Gamma Scalping Trading Strategies☆19Updated 9 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆47Updated 4 years ago
- Fama French 3 Factor Model☆41Updated 9 years ago
- Finco automates the process of generating financial documentation and valuations for companies traded on the NASDAQ and NYSE. Provides us…☆26Updated 9 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 10 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Algo trading project with news scraping and Interactive Brokers Python API☆26Updated 9 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Automate swing trading using deep reinforcement learning. The deep deterministic policy gradient-based neural network model trains to cho…☆69Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 8 years ago
- ☆106Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆39Updated 6 years ago
- Python webapp running on Streamlit to scan the Nasdaq 100 and S&P 500 for 60+ candlestick patterns. For each matching pattern, show Tradi…☆13Updated 2 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago